TG57 - 1¾% Treasury Gilt 2057
Performance Attribution
All figures displayed assume a T+1 settlement date.
| Start Dirty Price: | mark-to-market | £45.932 | Carry: | £0.197 |
|---|---|---|---|---|
| mark-to-model | £45.706 | Rolldown: | £-0.010 | |
| End Dirty Price: | mark-to-market | £43.339 | Variation: | £-2.676 |
| mark-to-model | £43.223 | Unexplained: | £-0.104 |